Log‐mean Linear Parameterization for Discrete Graphical Models of Marginal Independence and the Analysis of Dichotomizations

Abstract

AbstractWe extend the log‐mean linear parameterization for binary data to discrete variables with arbitrary number of levels and show that also in this case it can be used to parameterize bi‐directed graph models. Furthermore, we show that the log‐mean linear parameterization allows one to simultaneously represent marginal independencies among variables and marginal independencies that only appear when certain levels are collapsed into a single one. We illustrate the application of this property by means of an example based on genetic association studies involving single‐nucleotide polymorphisms. More generally, this feature provides a natural way to reduce the parameter count, while preserving the independence structure, by means of substantive constraints that give additional insight into the association structure of the variables. © 2014 Board of the Foundation of the Scandinavian Journal of Statistics